Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 151358.9238 | 73627.4493 | 77731.4745 | 235239.271 | 133624.9693 | 101614.3017 |
Total P&L (%) | 151.3589 | 73.6274 | 77.7315 | 235.2393 | 133.625 | 101.6143 |
Avg Daily Profit (%) | 0.5812 | 0.2827 | 0.2985 | 0.4656 | 0.3264 | 0.2696 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54145 | -55040 | -38684 | -61184 | -61156 | -45191 |
Profit Factor | 1.5166 | 1.4848 | 1.5509 | 1.6484 | 1.7353 | 1.5611 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Losing Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Profitability (%) | 40.2174 | 40.2174 | 40.2174 | 40.2174 | 40.2174 | 40.2174 |
Ratio Avg Win / Avg Loss | 2.2544 | 2.2071 | 2.3053 | 2.4503 | 2.5795 | 2.3206 |
Largest Winning Trade | 30338 | 30338 | 19203 | 47508 | 47508 | 26090 |
Largest Losing Trade | -12682 | -9762 | -12682 | -15446 | -12139 | -15446 |
Avg Bars in Trades | 134 | 132 | 136 | 134 | 132 | 136 |
Avg Bars in Winners | 222 | 222 | 223 | 222 | 222 | 223 |
Avg Bars in Losers | 75 | 72 | 78 | 75 | 72 | 78 |
Bars Traded | 24763 | 12211 | 12552 | 24763 | 12211 | 12552 |
Profit Streak | 3.4174 | 3.6257 | 3.4174 | 3.4174 | 3.6257 | 3.4174 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318947 | 164812 | 177329 | 305078 | 212989 | 170701 |
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{ "first_band": { "type": "ssf", "factors": { "length": 242, "offset": 0, "poles": 3 } }, "second_band": { "type": "ema", "factors": { "length": 77, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 242, "offset": 0, "poles": 3 } }, "second_band": { "type": "ema", "factors": { "length": 77, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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